Rosenbrock-type methods applied to discontinuous differential systems
arXiv:1211.3933
Abstract
In this paper we will study the numerical solution of a discontinuous differential system by a Rosenbrock method. We will also focus on one-sided approach in the context of Rosenbrock schemes, and we will suggest a technique based on the use of continuous extension, in order to locate the event point, with an application to discontinuous singularly perturbed systems.
15 pages, 3 figures